Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
27.11.2020 | 1.80% | 0.46 | 0.47 | 100'000 | 100'000 | 99'933 | 100'000 | 57'459 | 58'488 | 98.18% | 98.18% |
26.11.2020 | 1.41% | 0.68 | 0.69 | 100'000 | 100'000 | 99'980 | 99'995 | 70'430 | 71'440 | 99.95% | 99.95% |
25.11.2020 | 1.42% | 0.71 | 0.72 | 100'000 | 100'000 | 100'000 | 100'000 | 70'086 | 71'086 | 99.34% | 99.34% |
24.11.2020 | 1.41% | 0.65 | 0.66 | 100'000 | 100'000 | 99'995 | 99'990 | 71'176 | 72'171 | 96.22% | 96.22% |
23.11.2020 | 0.87% | 0.90 | 0.91 | 100'000 | 100'000 | 99'999 | 99'999 | 115'781 | 116'781 | 99.03% | 99.03% |
20.11.2020 | 0.81% | 1.26 | 1.27 | 100'000 | 100'000 | 99'952 | 100'000 | 122'292 | 123'354 | 99.91% | 99.91% |
19.11.2020 | 0.87% | 1.14 | 1.15 | 100'000 | 100'000 | 100'000 | 100'000 | 114'426 | 115'426 | 98.36% | 98.36% |
18.11.2020 | 0.77% | 1.33 | 1.34 | 100'000 | 100'000 | 100'000 | 100'000 | 129'473 | 130'473 | 99.86% | 99.86% |
17.11.2020 | 0.71% | 1.39 | 1.40 | 100'000 | 100'000 | 100'000 | 100'000 | 140'523 | 141'523 | 99.59% | 99.59% |